clean_input_thresholds: Clean (and check) the inputs for 'threshold_fit'

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Clean (and check) the inputs for threshold_fit

Description

Check the validity and consistency of the input arguments of threshold_fit.

Usage

clean_input_thresholds(
  p,
  threshold,
  average = NULL,
  last_bracketavg = NULL,
  last_invpareto = NULL,
  bottom_model = NULL,
  lower_bound = 0,
  binf = NULL
)

Arguments

p	A vector of values in [0, 1].
threshold	The quantiles corresponding to p.
average	The average over the entire distribution. Use NULL for unknown. (Default is NULL.)
last_bracketavg	The average in the last bracket. Use NULL for unknown. (Default is NULL.)
last_invpareto	The inverted Pareto coefficient at the last threshold. Use NULL for unknown. (Default is NULL.)
bottom_model	Which model to use at the bottom of the distribution? Only relevant if min(p) > 0. Either "gpd" for the generalized Pareto distribution, or "hist" for histogram density. Default is "hist" if min(threshold) > 0, and "gpd" otherwise.
lower_bound	Lower bound of the distribution. Only relevant if min(p) > 0. Default is 0.
binf	Asymptotic Pareto coefficient.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

thomasblanchet/gpinter documentation built on Nov. 29, 2022, 4:32 a.m.